yuima.ae-class: Class for the Asymptotic Expansion of Diffusion Processes

In yuima: The YUIMA Project Package for SDEs

Class for the Asymptotic Expansion of Diffusion Processes

Description

The yuima.ae class is used to describe the output of the functions ae and aeMarginal. Two generic methods are provided for the class: initialize,yuima.ae-method and plot,yuima.ae-method.

Slots

order

integer. The order of the expansion.

var

character. The state variables.

u.var

character. The variables of the characteristic function.

eps.var

character. The perturbation variable.

characteristic

expression. The characteristic function.

density

expression. The probability density function.

Z0

numeric. The solution to the deterministic process obtained by setting the perturbation to zero.

Mu

numeric. The drift vector for the representation of Z1.

Sigma

matrix. The diffusion matrix for the representation of Z1.

c.gamma

list. The coefficients of the Hermite polynomials.

h.gamma

list. Hermite polynomials.

yuima documentation built on April 16, 2025, 5:12 p.m.